-27.1%
GPN vs NVS
+54.2%
-81.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.6% | -14.3% | +9.7% | -1.0% |
| 30D | -0.3% | -10.0% | +9.7% | +2.0% |
| 3M | +35.4% | -10.9% | +46.3% | +38.8% |
| 6M | +21.7% | -12.0% | +33.6% | +25.0% |
| YTD | +14.9% | +2.5% | +12.4% | +12.4% |
| 1Y | +3.2% | +10.7% | -7.5% | -1.4% |
| 3Y | -27.1% | +53.3% | -80.4% | -36.9% |
| All | -27.1% | +54.2% | -81.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling